I am trying to understand the relationship between lognormal and normal distribution.
I understand that a variable transformed into a normal distribution by taking the log of it has a lognormal distribution.
I thought that the pdf of this log transformed variable is
, but looking at Wikipedia, this is the pdf of the lognormal distiribution. I am very confused and would really appreciate an explanation.
I understand that a variable transformed into a normal distribution by taking the log of it has a lognormal distribution.
I thought that the pdf of this log transformed variable is
